Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 49.974256 55.206895 61.084035 68.244601 76.832076 86.931510 9.991244e+01
2025-02-09 42.818185 49.631030 57.923403 69.015212 83.891650 103.860071 1.340956e+02
2025-02-16 38.173871 45.545027 54.973064 68.374551 87.800719 116.598477 1.665792e+02
2025-02-23 34.792464 42.390016 52.470011 67.481747 90.642732 128.014930 2.016864e+02
2025-03-02 31.969398 39.565101 49.925856 65.926061 91.889062 136.918319 2.367665e+02
2025-03-09 29.857999 37.454652 48.070307 65.004326 93.790598 147.321381 2.815642e+02
2025-03-16 27.604662 34.935372 45.344120 62.313785 92.100650 150.331387 3.108837e+02
2025-03-23 27.011089 34.700169 45.919891 64.920984 100.253100 176.145075 4.308246e+02
2025-03-30 25.754067 33.392842 44.730496 64.402116 102.393016 189.488662 5.299141e+02
2025-04-06 24.521858 32.032341 43.334079 63.337196 103.216503 199.993951 6.381613e+02
2025-04-13 23.089851 30.286759 41.200309 60.734618 100.397065 199.941941 6.951301e+02
2025-04-20 22.809120 30.259395 41.799402 63.114217 108.712820 235.255047 1.103869e+03
2025-04-27 22.577749 30.326964 42.615460 66.135139 119.636951 288.237250 2.272805e+03
2025-05-04 21.936027 29.715020 42.251261 66.850475 125.353503 328.918980 4.751264e+03
2025-05-11 21.134513 28.798630 41.290414 66.241387 127.540623 357.819926 1.074077e+04
2025-05-18 20.363101 27.887686 40.271890 65.392140 128.908665 385.120167 4.060433e+04
2025-05-25 19.556535 26.879688 39.016707 63.911574 128.203918 402.074599 1.295348e+06
2025-06-01 18.898353 26.083291 38.087862 63.033879 129.094833 430.075342 NaN
2025-06-08 18.041100 24.924826 36.448373 60.469874 124.471092 421.001099 NaN
2025-06-15 17.947911 25.022750 37.078972 62.954502 136.005619 536.967516 NaN
2025-06-22 17.458457 24.435427 36.416435 62.460253 137.923129 587.802615 NaN
2025-06-29 16.931885 23.764559 35.562505 61.445510 137.885247 623.477976 NaN
2025-07-06 16.247379 22.803987 34.125407 58.963557 132.321078 598.410053 NaN